Warning: Spoilers for Game of Thrones season 8 episode 4 are ahead.
If the Battle of Winterfell was somewhat lacking in major character deaths, Game of Thrones' fourth episode was, well, not. Dany lost her confidant and Grey Worm lost his love when Cersei had Missandei killed, but Missandei's last word on Game of Thrones was "Dracarys" for a very specific reason. And you can bet Daenerys is certainly going to take it to heart.
To recap, heartbreakingly, in Game of Thrones episode four, Dany, her dragons, and her army were ambushed on their way to Dragonstone by Euron Greyjoy. As a result, her dragon Rhaegal was killed and Missandei was captured. Dany tried in vain to get Cersei to surrender and return Missandei, but no one really expected that to happen. Missandei's death is a tragic one, for sure, but her parting words could help inspire Daenerys to continue the fight.
While in front of the Unsullied army, Dany, and Grey Worm, Cersei told Missandei that it was time to say her final words. Before The Mountain beheaded her, Missandei exclaimed, "Dracarys!" It's the word Dany uses to command Drogon to breathe fire. In High Valyrian, dracarys literally means "dragonfire." And while, for half a second, we all expected Drogon to show up and kill Cersei at Missandei's request, her final word was more symbolic than combative. Missendai used her last moments to send a message to Dany loud and clear: Burn them all.
During the "inside the episode" commentary that followed Sunday's May 5 episode, co-showrunner David Benioff said that the final shot of a seethingly mad Daenerys was meant to show that Missandei's word was echoing in her head. "'Dracarys' is clearly meant for Dany," Benioff said. "Missandei knows that her life is over, and she's saying, you know, 'Light them up.'"
It's powerful that Missandei chose that to be her final word to the queen she's served so faithfully. Grey Worm was standing right there, but Missandei didn't make her last words a goodbye to him. She chose to encourage Dany (and, by extension, Grey Worm) to keep fighting. Co-showrunner D.B. Weiss said in the commentary that now Dany is "filled with a rage that's aimed at one person specifically." And that one person is Cersei. In killing Missandei, Cersei gave Dany the one thing she needed to keep going — confirmation that she's doing the right thing. Or, at least, what Missandei and Dany believe is the right thing...
Earlier in the episode, Varys and Tyrion tried to talk Dany out of attacking King's Landing. They knew her army and her dragon would wreak havoc upon the innocent citizens of the capital. If Dany was second-guessing her decision to keep fighting Cersei then, she is most certainly not now.
Missandei's final word was her last act to serve her queen, and she chose it carefully. Now Dany just has to follow through in Missandei's honor.